请输入您要查询的百科知识:

 

词条 Bry and Boschan routine
释义

  1. References

In econometrics, the Bry and Boschan routine finds statistical maxima and minima while using certain censoring rules and phase and cycle length constraints. [1], [2]

The OECD has Composite Leading Indicators and Turning Points that are Recession Indicators with Peak through the Trough turning points chronologies determined by the rules in a computer routine (Bry and Boschan)[3]

The U.S. National Bureau of Economic Research (NBER) uses a computer routine (Bry and Boschan) and includes a Phase-Average Trend (PAT) detrending procedure. The turning point detection algorithm is decoupled from the de-trending procedure.[4]

References

1. ^{{Cite web|url=http://www.oecd.org/sdd/leading-indicators/oecdcompositeleadingindicatorsreferenceturningpointsandcomponentseries.htm|title=OECD Composite Leading Indicators: Reference Turning Points and Component Series - OECD|website=www.oecd.org}}
2. ^{{Cite web|url=https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0312/0312003.pdf|title=Dating the Italian Business Cycle | A Comparison of Procedures | Giancarlo Bruno† Edoardo Otranto | 18th December 2003 Methods page 3}}
3. ^{{Cite web|url=https://fred.stlouisfed.org/series/MSCRECDM|title=OECD based Recession Indicators for Major Seven Countries from the Peak through the Trough|date=April 1, 1957|website=FRED, Federal Reserve Bank of St. Louis}}
4. ^{{Cite web|url=https://fred.stlouisfed.org/series/USARECDP|title=OECD based Recession Indicators for the United States from the Peak through the Period preceding the Trough|date=February 1, 1947|website=FRED, Federal Reserve Bank of St. Louis}}

1 : Econometrics

随便看

 

开放百科全书收录14589846条英语、德语、日语等多语种百科知识,基本涵盖了大多数领域的百科知识,是一部内容自由、开放的电子版国际百科全书。

 

Copyright © 2023 OENC.NET All Rights Reserved
京ICP备2021023879号 更新时间:2024/9/23 12:32:46